+31.2%
DOCU vs NTR
+38.7%
-7.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.8% |
| 7D | +6.9% | +8.1% | -1.2% | +6.5% |
| 30D | +19.0% | +18.8% | +0.2% | +17.9% |
| 3M | +34.3% | +16.2% | +18.1% | +33.3% |
| 6M | +48.0% | +9.8% | +38.3% | +47.0% |
| YTD | 0.0% | +30.9% | -30.9% | -3.0% |
| 1Y | -10.3% | +41.8% | -52.0% | -14.4% |
| All | +31.2% | +38.7% | -7.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling